robust (version 0.3-0)

covfmSqrtMDPlot: Square Root of Mahalanobis Distance Plot

Description

Produces side-by-side plots of the Mahalanobis distances computed using the location and covariance matrix estimates contained in each model of a covfm object.

Usage

covfmSqrtMDPlot(x, chisq.percent = 0.975, id.n = 3, ...)

Arguments

x

an object of class "covfm" containing 2 elements.

chisq.percent

a numeric value between 0 and 1 giving the chi-squared percent point used to compute the outlyingness threshold.

id.n

a positive integer specifying the number of extreme points to label in the plot.

...

additional arguments are passed to the low-level plotting functions.

Value

• x is invisibly returned.

Details

This function is called by the generic function plot.covfm. To use this function on a "cov" or "covRob" object first use fit.models to coerce the object to class "covfm".

See Also

plot.covfm, fit.models, covRob, cov.

Examples

data(woodmod.dat)
  woodmod.fm <- fit.models(list(Robust = "covRob", Classical = "cov"), data = woodmod.dat)
  covfmSqrtMDPlot(woodmod.fm)